| Trading Metrics calculated at close of trading on 12-Apr-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2001 |
12-Apr-2001 |
Change |
Change % |
Previous Week |
| Open |
1,694.60 |
1,617.95 |
-76.65 |
-4.5% |
1,569.66 |
| High |
1,703.89 |
1,714.69 |
10.80 |
0.6% |
1,594.36 |
| Low |
1,624.80 |
1,605.61 |
-19.19 |
-1.2% |
1,348.52 |
| Close |
1,647.36 |
1,714.29 |
66.93 |
4.1% |
1,448.16 |
| Range |
79.09 |
109.08 |
29.99 |
37.9% |
245.84 |
| ATR |
104.50 |
104.83 |
0.33 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,005.44 |
1,968.94 |
1,774.28 |
|
| R3 |
1,896.36 |
1,859.86 |
1,744.29 |
|
| R2 |
1,787.28 |
1,787.28 |
1,734.29 |
|
| R1 |
1,750.78 |
1,750.78 |
1,724.29 |
1,769.03 |
| PP |
1,678.20 |
1,678.20 |
1,678.20 |
1,687.32 |
| S1 |
1,641.70 |
1,641.70 |
1,704.29 |
1,659.95 |
| S2 |
1,569.12 |
1,569.12 |
1,694.29 |
|
| S3 |
1,460.04 |
1,532.62 |
1,684.29 |
|
| S4 |
1,350.96 |
1,423.54 |
1,654.30 |
|
|
| Weekly Pivots for week ending 06-Apr-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,201.20 |
2,070.52 |
1,583.37 |
|
| R3 |
1,955.36 |
1,824.68 |
1,515.77 |
|
| R2 |
1,709.52 |
1,709.52 |
1,493.23 |
|
| R1 |
1,578.84 |
1,578.84 |
1,470.70 |
1,521.26 |
| PP |
1,463.68 |
1,463.68 |
1,463.68 |
1,434.89 |
| S1 |
1,333.00 |
1,333.00 |
1,425.62 |
1,275.42 |
| S2 |
1,217.84 |
1,217.84 |
1,403.09 |
|
| S3 |
972.00 |
1,087.16 |
1,380.55 |
|
| S4 |
726.16 |
841.32 |
1,312.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,714.69 |
1,425.89 |
288.80 |
16.8% |
82.14 |
4.8% |
100% |
True |
False |
|
| 10 |
1,714.69 |
1,348.52 |
366.17 |
21.4% |
85.41 |
5.0% |
100% |
True |
False |
|
| 20 |
1,754.65 |
1,348.52 |
406.13 |
23.7% |
88.52 |
5.2% |
90% |
False |
False |
|
| 40 |
2,423.65 |
1,348.52 |
1,075.13 |
62.7% |
93.13 |
5.4% |
34% |
False |
False |
|
| 60 |
2,771.63 |
1,348.52 |
1,423.11 |
83.0% |
97.13 |
5.7% |
26% |
False |
False |
|
| 80 |
2,771.63 |
1,348.52 |
1,423.11 |
83.0% |
112.65 |
6.6% |
26% |
False |
False |
|
| 100 |
3,000.92 |
1,348.52 |
1,652.40 |
96.4% |
118.54 |
6.9% |
22% |
False |
False |
|
| 120 |
3,514.96 |
1,348.52 |
2,166.44 |
126.4% |
123.34 |
7.2% |
17% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,178.28 |
|
2.618 |
2,000.26 |
|
1.618 |
1,891.18 |
|
1.000 |
1,823.77 |
|
0.618 |
1,782.10 |
|
HIGH |
1,714.69 |
|
0.618 |
1,673.02 |
|
0.500 |
1,660.15 |
|
0.382 |
1,647.28 |
|
LOW |
1,605.61 |
|
0.618 |
1,538.20 |
|
1.000 |
1,496.53 |
|
1.618 |
1,429.12 |
|
2.618 |
1,320.04 |
|
4.250 |
1,142.02 |
|
|
| Fisher Pivots for day following 12-Apr-2001 |
| Pivot |
1 day |
3 day |
| R1 |
1,696.24 |
1,681.24 |
| PP |
1,678.20 |
1,648.19 |
| S1 |
1,660.15 |
1,615.14 |
|